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Investment Portfolio Model Based on Attention

  • Zongsheng Wang
Conference paper
Part of the Advances in Intelligent and Soft Computing book series (AINSC, volume 161)

Abstract

Markowitz portfolio theory is the core of microfinance, but modern stock market is increasingly reflected in a attention market. The modification and development of original theory model is to generate attention constraints from portfolio model, which is the theoretic basis of regulating stock market.

Keywords

attention constraints investment portfolio efficiency frontier 

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Copyright information

© Springer-Verlag GmbH Berlin Heidelberg 2012

Authors and Affiliations

  1. 1.School of EconomicsTianjin Polytechnic UniversityTianjinChina

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